PSCI · Expected Move
Invesco S&P SmallCap Industrials ETF · ETF
The expected move for PSCI is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
PSCI straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current PSCI Expected Move
30-Day Straddle
$7.28
7-Day Straddle
$7.28
30-Day ATM IV
20.2%
IV Rank
51%
Implied one-standard-deviation move through the next 30 days. Compare to PSCI's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
PSCI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $7.28 | $7.28 | 20.2% | 51% |
| 20261021 | $7.03 | $7.03 | 18.9% | 34% |
| 20261020 | $7.10 | $7.10 | 18.8% | 31% |
| 20261019 | $7.25 | $7.25 | 19.4% | 31% |
| 20261016 | $8.00 | $5.00 | 20.3% | 40% |
| 20261015 | $7.55 | $2.23 | 18.4% | 21% |
| 20261014 | $8.00 | $2.48 | 20.0% | 37% |
| 20261013 | $7.65 | $2.62 | 18.4% | 21% |
| 20261012 | $8.07 | $2.78 | 19.2% | 29% |
| 20261009 | $8.57 | $3.67 | 19.7% | 34% |
| 20261008 | $8.55 | $3.58 | 19.3% | 31% |
| 20261007 | $9.05 | $3.92 | 19.9% | 36% |
| 20261006 | $8.95 | $4.38 | 19.5% | 32% |
| 20261005 | $9.20 | $4.47 | 19.7% | 34% |
| 20261002 | $4.65 | $4.65 | 19.4% | 31% |
| 20261001 | $5.15 | $5.15 | 19.8% | 35% |
| 20260930 | $5.12 | $5.12 | 19.8% | 35% |
| 20260929 | $5.40 | $5.40 | 19.6% | 33% |
| 20260928 | $5.60 | $5.60 | 19.8% | 35% |
| 20260925 | $5.70 | $5.70 | 18.8% | 25% |
| 20260924 | $6.10 | $6.10 | 19.4% | 31% |
| 20260923 | $5.97 | $5.97 | 18.5% | 22% |
| 20260922 | $5.50 | $5.50 | 16.8% | 4% |
| 20260921 | $5.72 | $5.72 | 17.3% | 9% |
| 20260918 | $6.35 | $5.00 | 17.5% | 12% |
| 20260917 | $6.68 | $2.25 | 17.9% | 15% |
| 20260916 | $7.47 | $3.20 | 19.8% | 36% |
| 20260915 | $7.62 | $3.15 | 19.6% | 34% |
| 20260914 | $7.62 | $3.23 | 19.7% | 34% |
| 20260911 | $7.78 | $3.33 | 18.9% | 26% |
| 20260910 | $8.18 | $4.30 | 20.0% | 37% |
| 20260909 | $8.10 | $4.35 | 19.2% | 29% |
| 20260908 | $8.07 | $4.22 | 18.5% | 22% |
| 20260904 | $8.12 | $4.07 | 17.1% | 7% |
| 20260903 | $8.38 | $4.67 | 17.5% | 12% |
| 20260902 | $4.90 | $4.90 | 17.4% | 11% |
| 20260901 | $5.17 | $5.17 | 18.3% | 19% |
| 20260831 | $5.38 | $5.38 | 17.7% | 13% |
| 20260828 | $5.35 | $5.35 | 17.1% | 7% |
| 20260827 | $5.88 | $5.88 | 17.5% | 11% |
| 20260826 | $6.25 | $6.25 | 18.0% | 17% |
| 20260825 | $6.45 | $6.45 | 18.2% | 19% |
| 20260824 | $6.50 | $6.50 | 17.8% | 14% |
| 20260821 | $7.00 | $5.00 | 17.8% | 15% |
| 20260820 | $7.38 | $2.52 | 18.5% | 22% |
| 20260819 | $6.95 | $2.85 | 17.1% | 7% |
| 20260818 | $6.78 | $2.92 | 16.4% | 0% |
| 20260817 | $7.40 | $3.12 | 17.4% | 1% |
| 20260814 | $7.78 | $3.23 | 17.3% | 0% |
| 20260813 | $8.65 | $3.67 | 17.7% | 1% |
| 20260812 | $8.10 | $3.85 | 17.6% | 0% |
| 20260811 | $8.70 | $4.38 | 19.2% | 6% |
| 20260810 | $9.00 | $4.35 | 18.7% | 2% |
| 20260807 | — | — | 18.5% | 0% |
| 20260806 | $9.70 | $5.47 | 18.5% | 1% |
| 20260805 | $5.65 | $5.65 | 18.9% | 3% |
| 20260804 | $6.03 | $6.03 | 18.9% | 3% |
| 20260803 | $5.78 | $5.78 | 18.4% | 0% |
| 20260731 | $6.10 | $6.10 | 19.5% | 3% |
| 20260730 | $6.78 | $6.78 | 19.9% | 6% |
More on PSCI
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.